+143.3%
DELL vs QSR
+23.8%
+119.5%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.8% | +5.5% | -14.3% | -7.1% |
| 7D | -24.6% | +5.2% | -29.8% | -23.1% |
| 30D | -32.5% | +12.2% | -44.7% | -30.4% |
| 3M | -20.2% | +7.0% | -27.2% | -18.3% |
| 6M | +76.5% | -0.3% | +76.8% | +83.1% |
| YTD | +198.9% | +18.0% | +180.9% | +186.3% |
| 1Y | +143.3% | +22.6% | +120.7% | +130.6% |
| All | +143.3% | +23.8% | +119.5% | +130.6% |
Cumulative growth
Daily Returns
Daily percentage return beside QSR.
Daily Out/Under-Performance
Portfolio return minus QSR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QSR return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded QSR wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling